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QSS

Quantitative Systematic Strategies Portfolio holdings

AUM $11.5M
1-Year Est. Return 21.96%
This Fund
S&P 500
This Quarter Est. Return
+7.94%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$124M
AUM Growth
–
Cap. Flow
+$121M
Cap. Flow %
98.06%
Top 10 Hldgs %
16.66%
Holding
198
New
198
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
PCG icon
PG&E
PCG
+$3.58M
2
PVA
PENN VIRGINIA CORP
PVA
+$2.94M
3
EMN icon
Eastman Chemical
EMN
+$2.01M
4
PM icon
Philip Morris
PM
+$1.87M
5
GTAT
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
+$1.85M

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
1 Energy 18.35%
2 Consumer Discretionary 16.82%
3 Healthcare 8.64%
4 Technology 7.49%
5 Utilities 7.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BEAV
176
DELISTED
B/E Aerospace Inc
BEAV
$248K 0.2%
+3,979
New +$238K
WHR icon
177
Whirlpool
WHR
$2.31B
$247K 0.2%
+1,572
New +$231K
CRK icon
178
Comstock Resources
CRK
$4.03B
$245K 0.2%
+2,740
New +$238K
LXK
179
DELISTED
Lexmark Intl Inc
LXK
$245K 0.2%
+6,941
New +$245K
PRA
180
DELISTED
ProAssurance
PRA
$244K 0.2%
+5,070
New +$236K
GMCR
181
DELISTED
KEURIG GREEN MTN INC
GMCR
$242K 0.2%
+3,204
New +$218K
ORCL icon
182
Oracle
ORCL
$346B
$241K 0.2%
+6,342
New +$218K
GRMN
183
Garmin
GRMN
$46.3B
$239K 0.19%
+5,121
New +$243K
CMA
184
DELISTED
Comerica
CMA
$229K 0.19%
+4,811
New +$211K
APA icon
185
APA Corp
APA
$12.9B
$226K 0.18%
+2,621
New +$233K
AEC
186
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$219K 0.18%
+13,553
New +$209K
BBBY
187
DELISTED
Bed Bath & Beyond Inc
BBBY
$216K 0.17%
+2,689
New +$208K
SWN
188
DELISTED
Southwestern Energy Company
SWN
$208K 0.17%
+5,280
New +$198K
VNO icon
189
Vornado Realty Trust
VNO
$7.34B
$204K 0.17%
+3,111
New +$201K
MJN
190
DELISTED
Mead Johnson Nutrition Company
MJN
$200K 0.16%
+2,406
New +$196K
ACI
191
DELISTED
ARCH COAL, INC.
ACI
$197K 0.16%
+4,429
New +$186K
IPI icon
192
Intrepid Potash
IPI
$463M
$167K 0.14%
+1,058
New +$164K
JCP
193
DELISTED
J.C. Penney Company, Inc.
JCP
$162K 0.13%
+17,713
New +$148K
AA icon
194
Alcoa
AA
$11.9B
$157K 0.13%
+6,203
New +$138K
HIG icon
195
Hartford Financial Services
HIG
$39B
$151K 0.12%
+4,165
New +$143K
EDR
196
DELISTED
Education Realty Trust Inc
EDR
$119K 0.1%
+4,488
New +$120K
RFMD
197
DELISTED
RF MICRO DEVICES INC
RFMD
$119K 0.1%
+22,993
New +$123K
TWGP
198
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
$63K 0.05%
+20,114
New +$82.5K
4 5 6 7
8

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

Quantitative Systematic Strategies's Q4 2013 Portfolio in Review

Q4 2013 is the first quarter with a 13F filing on record for Quantitative Systematic Strategies, which disclosed 198 positions worth $124M. Its ten largest holdings account for 17% of the portfolio.

Its largest position is PG&E: 87,285 shares worth $3.52M.

By sector, the portfolio is most concentrated in Energy at 18% of assets, followed by Consumer Discretionary and Healthcare.

  • Quantitative Systematic Strategies's largest Q4 2013 buy was PG&E: 87,285 shares worth $3.52M.
  • Quantitative Systematic Strategies's ten largest holdings make up 17% of its $124M portfolio in Q4 2013.
  • Quantitative Systematic Strategies disclosed 198 positions in Q4 2013, its first 13F filing on record.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2013, filed 13 Feb 2014.